Alternative representations for cointegrated panels with global stochastic trends

C-Tier
Journal: Economics Letters
Year: 2013
Volume: 118
Issue: 3
Pages: 485-488

Authors (3)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper, we consider a cointegrated panel data model with non-stationary common factors, which, because of its appeal in many economic applications, has received much attention in the recent literature. By deriving a Granger-type representation theorem, we obtain several equivalent model formulations, which have differing merits for empirical work.

Technical Details

RePEc Handle
repec:eee:ecolet:v:118:y:2013:i:3:p:485-488
Journal Field
General
Author Count
3
Added to Database
2026-01-29